-53.5%
TE vs S
-57.1%
+3.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | -5.9% | -11.4% | +5.5% | -2.0% |
| 3M | -45.6% | +33.8% | -79.4% | -52.3% |
| 6M | -43.4% | +39.5% | -82.8% | -51.4% |
| YTD | -31.0% | +31.7% | -62.7% | -40.0% |
| 1Y | +145.2% | +7.0% | +138.2% | +128.7% |
| 3Y | -24.1% | +11.8% | -35.8% | -30.3% |
| 5Y | -48.1% | -69.0% | +20.9% | -38.3% |
| All | -53.5% | -57.1% | +3.6% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling